@article{eprints450, journal = {Journal of Optimization Theory and Applications}, publisher = {Springer-Verlag}, author = {Francesco Borrelli and Alberto Bemporad and Manfred Morari}, title = {A geometric algorithm for multi-parametric linear programming}, year = {2003}, volume = {118}, pages = {515--540}, number = {3}, url = {http://eprints.imtlucca.it/450/}, abstract = {We propose a novel algorithm for solving multiparametric linear programming problems. Rather than visiting different bases of the associated LP tableau, we follow a geometric approach based on the direct exploration of the parameter space. The resulting algorithm has computational advantages, namely the simplicity of its implementation in a recursive form and an efficient handling of primal and dual degeneracy. Illustrative examples describe the approach throughout the paper. The algorithm is used to solve finite-time constrained optimal control problems for discrete-time linear dynamical systems.}, keywords = {Multiparametric programming; sensitivity analysis; postoptimality analysis; linear programming; optimal control} }